-50.4%
QCLS vs SPY
+20.8%
-71.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -3.8% |
| 7D | -23.8% | +0.1% | -23.9% | -24.0% |
| 30D | -39.3% | +0.1% | -39.4% | -39.5% |
| 3M | -52.8% | +2.0% | -54.8% | -54.9% |
| 6M | -51.6% | +13.0% | -64.6% | -63.2% |
| YTD | -55.1% | +13.5% | -68.7% | -66.7% |
| 1Y | -50.4% | +20.0% | -70.4% | -60.5% |
| All | -50.4% | +20.8% | -71.3% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling